Assessment - Indices - 12/18/06 - RS = mixed
⇐
⇓ instrument
freshest
⇓ Δday
12/18/06
⇓ Δwk
6/19/06
prc diff
⇓ Δ26
Curr
∅-RS
L
SSE 50 ew
1,934.900
07:00
0.53
1,614.240
1,061.410
552.830
52.08
CNY
59.83
L
IPC
57,583.100
Fri
0.21
25,857.400
17,581.900
8,275.500
47.07
MXN
28.21
BSE Sensex
74,005.900
Sat
0.46
13,731.100
9,997.840
3,733.260
37.34
INR
23.80
L
IBEX 35
11,339.500
15:37
0.10
14,317.500
11,056.800
3,260.700
29.49
EUR
20.01
Merval
1,473,460.000
Fri
-0.53
2,057.510
1,589.120
468.390
29.47
ARS
19.27
ISEQ-Overall
9,984.720
16:05
-0.24
9,314.220
7,301.970
2,012.250
27.56
EUR
18.01
L
STI
3,314.050
09:20
0.02
2,942.390
2,343.030
599.360
25.58
SGD
16.73
L
HSI
19,636.200
08:08
0.42
19,320.500
15,808.800
3,511.700
22.21
HKD
15.80
L
SLI® PR
1,961.520
Fri
0.58
1,314.400
1,057.650
256.750
24.28
CHF
14.61
L
OMXH 25
4,713.060
15:35
0.14
2,911.340
2,333.150
578.190
24.78
EUR
14.33
L
PSI 20
6,902.840
16:05
0.22
11,124.500
9,328.940
1,795.560
19.25
EUR
14.21
L
OMXS30
2,632.170
15:35
1.15
1,138.820
920.860
217.960
23.67
SEK
13.78
L
MDAX
27,482.100
15:30
0.15
9,311.410
7,483.720
1,827.690
24.42
EUR
13.58
L
CDAX
1,621.570
16:00
0.27
594.130
489.040
105.090
21.49
EUR
13.52
L
DAX
18,769.000
15:30
0.35
6,597.250
5,439.230
1,158.020
21.29
EUR
13.22
L
SDAX
15,197.400
16:00
0.23
5,486.710
4,652.220
834.490
17.94
EUR
13.16
L
BEL 20
4,006.940
16:05
0.05
4,359.800
3,516.700
843.100
23.97
EUR
13.15
L
ATX
3,764.080
15:50
0.36
4,414.900
3,575.290
839.610
23.48
EUR
12.99
L
CAC Mid 60
15,195.000
16:05
0.53
7,698.910
6,564.660
1,134.250
17.28
EUR
12.13
OMXC 20
2,729.170
Fri
-0.85
440.670
365.430
75.240
20.59
DKK
12.10
NZX 50
11,735.700
05:42
0.31
3,991.890
3,564.510
427.380
11.99
NZD
11.87
Athex Large Cap
3,658.130
14:19
1.01
23,809.700
19,811.900
3,997.800
20.18
EUR
10.67
L
MIB 40
34,825.000
15:35
-1.62
41,350.000
35,152.000
6,198.000
17.63
EUR
10.14
DJIA
39,835.500
18:13
-0.42
12,441.300
10,942.100
1,499.200
13.70
USD
10.05
S&P 100
2,522.630
Fri
0.09
656.210
569.470
86.740
15.23
USD
9.76
⇓ instrument
freshest
⇓ Δday
12/18/06
⇓ Δwk
6/19/06
prc diff
⇓ Δ26
Curr
∅-RS
L
Euro Stoxx 50
5,074.340
16:00
0.04
4,130.060
3,490.240
639.820
18.33
EUR
9.72
L
OBX Price
616.480
Thu
0.53
360.360
327.750
32.610
9.95
NOK
9.59
TecDAX
3,457.290
16:00
0.76
735.450
634.480
100.970
15.91
EUR
9.53
S&P 500
5,303.270
Fri
0.12
1,422.480
1,240.140
182.340
14.70
USD
9.39
ASX 50
7,712.400
06:16
0.58
5,440.200
4,872.100
568.100
11.66
AUD
9.21
NASDAQ-100
18,546.200
Fri
-0.06
1,790.990
1,548.940
242.050
15.63
USD
8.87
L
SMI® PR
12,038.000
Fri
0.76
8,726.700
7,485.800
1,240.900
16.58
CHF
8.87
L
TSX 60
1,342.690
Fri
0.70
730.010
633.040
96.970
15.32
CAD
8.31
L
CAC 40
8,195.970
16:05
0.35
5,453.940
4,817.630
636.310
13.21
EUR
7.33
L
AEX
914.950
16:05
0.19
490.770
429.140
61.630
14.36
EUR
6.65
Nikkei 225
39,069.700
06:15
0.73
17,105.000
15,124.000
1,981.000
13.10
JPY
6.30
L
FTSE
8,424.200
15:35
0.05
6,190.000
5,692.100
497.900
8.75
GBP
4.88
Kospi 50
2,578.200
06:30
0.79
1,749.700
1,749.700
0.000
0.00
KRW
0.00
DJ Global Titans
634.240
18:12
0.22
USD
-na-
L
S&P Global 100
3,745.210
18:12
0.36
USD
-na-
L
Stoxx 50
4,531.590
16:00
0.22
EUR
-na-
L
CAC Next 20
18,683.200
16:05
-0.17
EUR
-na-
Indices - 38 out of 42 instruments rated - 12/18/06 / 6/19/06 - 37 did rise, Market-Ratio(26) = 97.37 %
Drawing of market charts for mixed techniques is really a worry to me.
Transactions Indices * Mixed Straddles L21 - 73/65 (1) - S17 - 86/86 (1)
Annotations
9/28/23 Nikkei 225 stock split 1:4 (four for one)
2/20/15 Indices Build and analyzed.
The initial mind was to create an instrument which provides a quick overview about the global trend.
In Mixed Cut the faster Best Long purges many good short investments, so it seems the better choice is to follow the
Mixed Overlap at any one signal with half the money.
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